TMUS vs. GRNY

Last updated Jun 9, 2026

TMUS (T-Mobile US, Inc.) is a stock, while GRNY (Fundstrat Granny Shots U.S. Large Cap ETF) is Large Cap Blend Equities fund actively managed by Tidal ETFs. Over the past year, TMUS returned -26.06% vs 26.59% for GRNY. At a correlation of -0.13, they often move in opposite directions.

Performance

TMUS vs. GRNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Mobile US, Inc. (TMUS) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TMUS achieves a -11.22% return, which is significantly lower than GRNY's 9.21% return.

TMUS

• 1D: 0.19%
• 1M: -7.35%
• YTD: -11.22%
• 6M: -11.83%
• 1Y: -26.06%
• 3Y*: 12.41%
• 5Y*: 4.85%
• 10Y*: 16.10%

GRNY

• 1D: 0.52%
• 1M: 0.19%
• YTD: 9.21%
• 6M: 7.56%
• 1Y: 26.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMUS vs. GRNY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TMUS T-Mobile US, Inc.	-11.22%	-6.58%	-4.30%
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	9.21%	24.05%	-1.09%

Correlation

The correlation between TMUS and GRNY is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.27
Correlation (All Time) Calculated using the full available price history since Nov 8, 2024	-0.13

The correlation between TMUS and GRNY shifts across timeframes, from -0.27 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TMUS vs. GRNY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMUS

TMUS Risk / Return Rank: 6
TMUS Sharpe Ratio Rank: 4
TMUS Sortino Ratio Rank: 6
TMUS Omega Ratio Rank: 8
TMUS Calmar Ratio Rank: 8
TMUS Martin Ratio Rank: 6

GRNY

GRNY Risk / Return Rank: 47
GRNY Sharpe Ratio Rank: 47
GRNY Sortino Ratio Rank: 45
GRNY Omega Ratio Rank: 44
GRNY Calmar Ratio Rank: 51
GRNY Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TMUS vs. GRNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and Fundstrat Granny Shots U.S. Large Cap ETF (GRNY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	TMUS	GRNY	Difference
Sharpe ratio: Return per unit of total volatility	-1.05	1.50	-2.54
Sortino ratio: Return per unit of downside risk	-1.49	2.03	-3.52
Omega ratio: Gain probability vs. loss probability	0.83	1.26	-0.42
Calmar ratio: Return relative to maximum drawdown	-0.86	2.30	-3.16
Martin ratio: Return relative to average drawdown	-1.49	7.00	-8.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TMUS vs. GRNY - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -1.05, which is lower than the GRNY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of TMUS and GRNY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TMUS	GRNY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.05	1.50	-2.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.89	-0.69

Drawdowns

TMUS vs. GRNY - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, which is greater than GRNY's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for TMUS and GRNY.

Drawdown Indicators

	TMUS	GRNY	Difference
Max Drawdown Largest peak-to-trough decline	-86.29%	-24.18%	-62.11%
Max Drawdown (1Y) Largest decline over 1 year	-30.37%	-11.63%	-18.74%
Max Drawdown (3Y) Largest decline over 3 years	-33.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.65%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.65%	—	—
Current Drawdown Current decline from peak	-33.12%	-2.59%	-30.53%
Average Drawdown Average peak-to-trough decline	-25.96%	-4.01%	-21.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.64%	3.81%	+13.83%

Volatility

TMUS vs. GRNY - Volatility Comparison

T-Mobile US, Inc. (TMUS) has a higher volatility of 6.91% compared to Fundstrat Granny Shots U.S. Large Cap ETF (GRNY) at 5.02%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than GRNY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TMUS	GRNY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.91%	5.02%	+1.89%
Volatility (6M) Calculated over the trailing 6-month period	19.14%	13.09%	+6.05%
Volatility (1Y) Calculated over the trailing 1-year period	25.04%	17.86%	+7.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.86%	23.25%	+0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.08%	23.25%	+2.83%

Dividends

TMUS vs. GRNY - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 2.21%, while GRNY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
GRNY Fundstrat Granny Shots U.S. Large Cap ETF	0.00%	0.00%	0.00%	0.00%
TMUS T-Mobile US, Inc.	2.21%	1.80%	1.28%	0.41%

Frequently Asked Questions

Can I hold both TMUS and GRNY in my portfolio?

TMUS and GRNY have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMUS or GRNY?

TMUS has higher volatility (6.91%) compared to GRNY (5.02%). In terms of maximum drawdown, TMUS dropped -86.29% vs GRNY's -24.18%.

Which has better risk-adjusted returns?

GRNY currently has the higher Sharpe Ratio (1.50 vs -1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.